Nippo Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.85% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 16.69 | |
| 0.0670 | 30.62 | |
| 0.9267 | 387.74 |
Estimation Period:
Aug 10, 1994 to Feb 6, 2026
Aug 10, 1994 to Feb 6, 2026
News Impact Curve
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